CSI300 Index Rebalance: Methodology Tweak Results in More Changes & Larger Turnover

692 Views27 Nov 2021 09:02
There are 28 changes to the CSI300 index at the Dec rebalance. A few large inclusions plus the expansion of the index universe pushes one-way turnover to 10% & results in a one-way trade of CNY 20.5bn
SUMMARY
(Sign Up to Access)
Get started on the Smartkarma Research Network with a complimentary Preview Pass to:
  • Unlock all research summaries
  • Follow top, independent analysts
  • Receive personalised alerts and emails
  • Access Briefings, Analytics, and Events

Upgrade anytime to our paid plans for full-length research, real-time analyst discussions, and more.

Join a thriving community of 45,000+ investors, including the top global asset managers managing over $13trn in assets.

or
Already have an account? Sign In Now
Full Insight
(Paid Plans Only, 7-minute read)
Discussions
(Paid Plans Only)
chart-bar
Logo
Top 5%
Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
Price Chart(Sign Up to Access)
analytics-chart
x